Publications Search Results

April 24, 2014
 

The Search found 3 of 13350 documents sorted by Date with the following criteria:
Subject/Keyword: distance-to-default

 
Results:  [New Search]   [Sort by Author]   [Sort by Title]  
   
Page: 1 

 
1. Title: Contagion Risk in the International Banking System and Implications for London as a Global Financial Center
  Author/Editor: Chan-Lau, Jorge A. ; Mitra, Srobona ; Ong, Li L.
  Series: Working Paper No. 07/74
  Published: April 01, 2007
  Subject(s): Bank soundness | International banking | Economic models | United Kingdom
  Author's Keyword(s): Bank soundness | co-exceedance | contagion risk | distance-to-default | extreme value theory | LOGIT
 
2. Title: Distance-to-Default in Banking: A Bridge Too Far?
  Author/Editor: Chan-Lau, Jorge A. ; Sy, Amadou N. R.
  Series: Working Paper No. 06/215
  Published: September 01, 2006
  Subject(s): Banks | Financial stability
  Author's Keyword(s): Banks | insolvency | closure | prompt corrective action | distance-to-default | distance-to-capital
 
3. Title: An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
  Author/Editor: Chan-Lau, Jorge A. ; Jobert, Arnaud ; Kong, Janet
  Series: Working Paper No. 04/33
  Published: February 01, 2004
  Subject(s): Banks | Emerging markets | Financial crisis
  Author's Keyword(s): Distance-to-default | banks | emerging markets
 

Results:  [New Search] [Sort by Author] [Sort by Title]
 
Page: 1 

 
How to Order